We perform a systematic, large-scale lattice simulation of D0-brane quantum mechanics. The large-N and continuum limits of the gauge theory are taken for the first time at various temperatures 0.4≤T≤1.0. As a way to test the gauge/gravity duality conjecture we compute the internal energy of the black hole as a function of the temperature directly from the gauge theory. We obtain a leading behavior that is compatible with the supergravity result E/N 2=7.41T 14/5: the coefficient is estimated to be 7.4±0.5 when the exponent is fixed and stringy corrections are included. This is the first confirmation of the supergravity predictionmore » for the internal energy of a black hole at finite temperature coming directly from the dual gauge theory. As a result, we also constrain stringy corrections to the internal energy.« less